Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class TachyonMultidimensionalPrism : QCAlgorithm { // Dictionary to hold SymbolData objects Dictionary<Symbol, SymbolData> symbols; public override void Initialize() { SetStartDate(2020, 2, 10); //Set Start Date SetEndDate(2020, 2, 18); SetCash(100000); //Set Strategy Cash // Add SPY Symbol spy = AddEquity("SPY", Resolution.Minute).Symbol; // Initialize dictionary symbols = new Dictionary<Symbol, SymbolData>(); // Add SymbolData object for SPY to dictionary symbols.Add(spy, new SymbolData(this, spy)); } public override void OnData(Slice data){ foreach(var symbol in data.Keys){ var riskPerShare = symbols[symbol].RiskPerShare; } } } public class SymbolData { private QCAlgorithm _algorithm; private Symbol _symbol; public decimal RiskPerShare {get; set;} public SymbolData(QCAlgorithm algorithm, Symbol symbol) { _algorithm = algorithm; _symbol = symbol; // Calculate RiskPerShare // RiskPerShare = .... } } }